Cut off the tougher ends of the asparagus, about 1 to 2 inches.
Place on a sheet tray and drizzle with olive oil, then season with salt and pepper. Gently mix with hands to evenly distribute the seasonings.
Preheat grill over medium-high heat, about 350 to 400ºF (177 to 204ºC). Carefully grease the cooking grates using tongs and a paper towel dipped in oil.
Add the asparagus and lemon halves to the grill, cover and cook until light char marks appear, about 3 minutes.
Flip and cook uncovered until tender, about 2 to 4 minutes depending on the thickness.
Transfer grilled asparagus and lemon to a serving plate.